please complete this study guide

1. Know the relationships between spot prices and forward prices for the following underlying assets: a. Stocks with no dividends b. Stocks with continuous dividends c. Foreign currency exchange rates 2. Be able to solve for missing information in (2) such as interest rates or dividend yields. 3. Understand how an S\&P 500 futures contract works and be able to calculate: a. Notional Amount b. Initial Margin Balance c. Maintenance Margin d. Margin Balances at the end of week one and/or week two c. Amount of a margin call, if applicable, etc. 4. Understand the put-call parity relationship and how it can be used to determine prices of one financial instrument in terms of other financial instruments. The underlying assets are the same listed for (2). 5. Be able to create synthetic versions of financial assets by using either the put-call parity formula, or the formula for the payoff of a forward contract. 6. Know how to take advantage of any arbitrage opportunities if any financial asset is mispriced by creating a synthetic version of the financial asset and combining it with the mispriced market asset (buy low, sell high). 7. Know the relationships of prices (including upper and lower bounds) of European and American calls and puts. This includes knowing the relationships with different strike prices, or different times to maturity. 8. Be able to use the one-step binomial tree model to price options. Know how to use both the replicating portfolio method and the risk-neutral probability method. Know how to solve problems using the forward-tree formulas for u and d that reflect the stock's volatility. 1. Know the relationships between spot prices and forward prices for the following underlying assets: a. Stocks with no dividends b. Stocks with continuous dividends c. Foreign currency exchange rates 2. Be able to solve for missing information in (2) such as interest rates or dividend yields. 3. Understand how an S\&P 500 futures contract works and be able to calculate: a. Notional Amount b. Initial Margin Balance c. Maintenance Margin d. Margin Balances at the end of week one and/or week two c. Amount of a margin call, if applicable, etc. 4. Understand the put-call parity relationship and how it can be used to determine prices of one financial instrument in terms of other financial instruments. The underlying assets are the same listed for (2). 5. Be able to create synthetic versions of financial assets by using either the put-call parity formula, or the formula for the payoff of a forward contract. 6. Know how to take advantage of any arbitrage opportunities if any financial asset is mispriced by creating a synthetic version of the financial asset and combining it with the mispriced market asset (buy low, sell high). 7. Know the relationships of prices (including upper and lower bounds) of European and American calls and puts. This includes knowing the relationships with different strike prices, or different times to maturity. 8. Be able to use the one-step binomial tree model to price options. Know how to use both the replicating portfolio method and the risk-neutral probability method. Know how to solve problems using the forward-tree formulas for u and d that reflect the stock's volatility